It's really up to what you want to do. If you want to learn programming for programming's sake, maybe start with Java or C++. If you just want to piddle around and try making games or other interactive things for fun as a hobby, get a book on Actionscript (AS3/Flash) programming. If you want to program but not games in particular, look into web development. It can scale down a lot. For example, you can start with HTML/CSS and then get into server or database things.

If you want to make a career out of programming, Java or C++ should probably be where you start regardless of where you see yourself ending up.